0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover165.77%IV11.64%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1103Delta0.0431Gamma236.27Leverage Ratio-0.4512Theta0.0001Rho26.05Eff Leverage0.0050Vega